# lrmest v3.0

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## Different Types of Estimators to Deal with Multicollinearity

When multicollinearity exists among predictor variables of the linear model, least square estimators does not provide a better solution for estimating parameters. To deal with multicollinearity several estimators are proposed in the literature. Some of these estimators are Ordinary Least Square Estimator (OLSE), Ordinary Generalized Ordinary Least Square Estimator (OGOLSE), Ordinary Ridge Regression Estimator (ORRE), Ordinary Generalized Ridge Regression Estimator (OGRRE), Restricted Least Square Estimator (RLSE), Ordinary Generalized Restricted Least Square Estimator (OGRLSE), Ordinary Mixed Regression Estimator (OMRE), Ordinary Generalized Mixed Regression Estimator (OGMRE), Liu Estimator (LE), Ordinary Generalized Liu Estimator (OGLE), Restricted Liu Estimator (RLE), Ordinary Generalized Restricted Liu Estimator (OGRLE), Stochastic Restricted Liu Estimator (SRLE), Ordinary Generalized Stochastic Restricted Liu Estimator (OGSRLE), Type (1),(2),(3) Liu Estimator (Type-1,2,3 LTE), Ordinary Generalized Type (1),(2),(3) Liu Estimator (Type-1,2,3 OGLTE), Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 ALTE), Ordinary Generalized Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 OGALTE), Almost Unbiased Ridge Estimator (AURE), Ordinary Generalized Almost Unbiased Ridge Estimator (OGAURE), Almost Unbiased Liu Estimator (AULE), Ordinary Generalized Almost Unbiased Liu Estimator (OGAULE), Stochastic Restricted Ridge Estimator (SRRE), Ordinary Generalized Stochastic Restricted Ridge Estimator (OGSRRE), Restricted Ridge Regression Estimator (RRRE) and Ordinary Generalized Restricted Ridge Regression Estimator (OGRRRE). To select the best estimator in a practical situation the Mean Square Error (MSE) is used. Using this package scalar MSE value of all the above estimators and Prediction Sum of Square (PRESS) values of some of the estimators can be obtained, and the variation of the MSE and PRESS values for the relevant estimators can be shown graphically.

## Functions in lrmest

 Name Description lrmest-package Estimation of varies types of estimators in the linear model mixe Ordinary Mixed Regression Estimator liu Liu Estimator ogrls Ordinary Generalized Restricted Least Square Estimator ogliu Ordinary Generalized Liu Estimator ogrrre Ordinary Generalized Restricted Ridge Regression Estimator lte3 Type (3) Liu Estimator ogols Ordinary Generalized Ordinary Least Square Estimators alte3 Type (3) Adjusted Liu Estimator alte1 Type (1) Adjusted Liu Estimator lte1 Type (1) Liu Estimator ogalt1 Ordinary Generalized Type (1) Adjusted Liu Estimator aul Almost Unbiased Liu Estimator oglt1 Ordinary Generalized Type (1) Liu Estimator checkm Check the degree of multicollinearity present in the dataset srliu Stochastic Restricted Liu Estimator ogaur Ordinary Generalized Almost Unbiased Ridge Estimator ogre Ordinary Generalized Ridge Regression Estimator rid Ordinary Ridge Regression Estimator rrre Restricted Ridge Regression Estimator alte2 Type (2) Adjusted Liu Estimator aur Almost Unbiased Ridge Estimator lte2 Type (2) Liu Estimator ogaul Ordinary Generalized Almost Unbiased Liu Estimator ogalt3 Ordinary Generalized Type (3) Adjusted Liu Estimator ogrliu Ordinary Generalized Restricted Liu Estimator optimum Summary of optimum scalar Mean Square Error values of all estimators and optimum Prediction Sum of Square values of some of the estimators ogsrre Ordinary Generalized Stochastic Restricted Ridge Estimator rliu Restricted Liu Estimator ogalt2 Ordinary Generalized Type (2) Adjusted Liu Estimator rls Restricted Least Square Estimator pcd Portland Cement Dataset ogsrliu Ordinary Generalized Stochastic Restricted Liu Estimator ogmix Ordinary Generalized Mixed Regression Estimator ols Ordinary Least Square Estimators oglt2 Ordinary Generalized Type (2) Liu Estimator oglt3 Ordinary Generalized Type (3) Liu Estimator srre Stochastic Restricted Ridge Estimator No Results!